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Simon A. Broda

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Personal Details

First Name:Simon
Middle Name:A.
Last Name:Broda
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RePEc Short-ID:pbr550
Email:[This author has chosen not to make the email address public]
Homepage:http://www1.feb.uva.nl/pp/sabroda/
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Location: Amsterdam, Netherlands
Homepage: http://feb.uva.nl/asehome/
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Handle: RePEc:edi:asuvanl (more details at EDIRC)
Location: Amsterdam, Netherlands
Homepage: http://www.tinbergen.nl/
Email:
Phone: +31 (0)20 525 1600
Fax: +31 (0)20 551 3555
Postal: Gustav Mahlerplein 117, 1082 MS Amsterdam
Handle: RePEc:edi:tinbenl (more details at EDIRC)
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  1. Simon A. Broda & Raymond Kan, 2013. "On Distributions of Ratios," UvA-Econometrics Working Papers 13-10, Universiteit van Amsterdam, Dept. of Econometrics.
  2. Simon A. Broda, 2013. "Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors," UvA-Econometrics Working Papers 13-04, Universiteit van Amsterdam, Dept. of Econometrics.
  3. Simon Broda & Marc Paolella & Yianna Tchopourian, 2006. "Approximately Exact Inference in Dynamic Panel Models," Computing in Economics and Finance 2006 368, Society for Computational Economics.
  4. Simon A. BRODA & Marc S. PAOLELLA, 2006. "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Swiss Finance Institute Research Paper Series 08-08, Swiss Finance Institute, revised Feb 2008.
  5. Simon A. BRODA & Markus HAAS & Jochen KRAUSE & Marc S. PAOLELLA & Sven C. STEUDE, . "Stable Mixture GARCH Models," Swiss Finance Institute Research Paper Series 11-39, Swiss Finance Institute.

    RePEc:dgr:uvatin:20130001 is not listed on IDEAS
  1. Broda, Simon A. & Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C., 2013. "Stable mixture GARCH models," Journal of Econometrics, Elsevier, vol. 172(2), pages 292-306.
  2. Simon A. Broda & Marc S. Paolella, 2009. "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 7(4), pages 412-436, Fall.
  3. Simon Broda & Kai Carstensen & Marc Paolella, 2009. "Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples," Econometric Reviews, Taylor & Francis Journals, vol. 28(5), pages 468-494.
  4. Broda, S. & Paolella, M.S., 2009. "Evaluating the density of ratios of noncentral quadratic forms in normal variables," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1264-1270, February.
  5. Broda, Simon & Carstensen, Kai & Paolella, Marc S., 2007. "Bias-adjusted estimation in the ARX(1) model," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3355-3367, April.
  6. Broda, Simon & Paolella, Marc S., 2007. "Saddlepoint approximations for the doubly noncentral t distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 2907-2918, March.
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2013-08-31 2014-01-10. Author is listed
  2. NEP-RMG: Risk Management (1) 2013-08-31. Author is listed

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